更新時間: |
2024年3月28日
PM 9:47:21 |
恒生指數期權引伸波幅分析 |
日期 |
恒指波幅指數 |
恒生指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
28/02/24 |
25.480% |
16536.85 |
21.951% |
22.910% |
+2.570% |
22.910% |
+2.570% |
29/02/24 |
24.520% |
16511.44 |
20.761% |
21.787% |
+2.733% |
26.619% |
-2.099% |
01/03/24 |
24.740% |
16589.44 |
20.425% |
21.285% |
+3.455% |
25.831% |
-1.091% |
04/03/24 |
25.270% |
16595.97 |
20.215% |
20.963% |
+4.307% |
24.924% |
+0.346% |
05/03/24 |
25.630% |
16162.64 |
22.664% |
21.203% |
+4.427% |
25.034% |
+0.596% |
06/03/24 |
24.880% |
16438.09 |
23.218% |
21.456% |
+3.424% |
25.157% |
-0.277% |
07/03/24 |
24.430% |
16229.78 |
18.852% |
21.075% |
+3.355% |
24.537% |
-0.107% |
08/03/24 |
23.500% |
16353.39 |
18.969% |
20.784% |
+2.716% |
24.027% |
-0.527% |
11/03/24 |
23.470% |
16587.57 |
19.017% |
20.544% |
+2.926% |
23.244% |
+0.226% |
12/03/24 |
24.250% |
17093.50 |
21.052% |
20.222% |
+4.028% |
22.713% |
+1.537% |
13/03/24 |
23.640% |
17082.11 |
20.833% |
19.745% |
+3.895% |
22.015% |
+1.625% |
14/03/24 |
22.940% |
16961.66 |
21.107% |
20.196% |
+2.744% |
22.352% |
+0.588% |
15/03/24 |
22.620% |
16720.89 |
20.458% |
20.493% |
+2.127% |
22.513% |
+0.107% |
18/03/24 |
22.600% |
16737.12 |
19.848% |
20.660% |
+1.940% |
22.187% |
+0.413% |
19/03/24 |
22.180% |
16529.48 |
20.400% |
20.529% |
+1.651% |
21.878% |
+0.302% |
20/03/24 |
21.910% |
16543.07 |
20.033% |
20.369% |
+1.541% |
21.541% |
+0.369% |
21/03/24 |
21.480% |
16863.10 |
20.833% |
20.315% |
+1.165% |
21.316% |
+0.164% |
22/03/24 |
21.600% |
16499.47 |
22.144% |
20.652% |
+0.948% |
21.500% |
+0.100% |
25/03/24 |
21.500% |
16473.64 |
22.014% |
21.085% |
+0.415% |
21.431% |
+0.069% |
26/03/24 |
21.090% |
16618.32 |
22.131% |
21.431% |
-0.341% |
21.607% |
-0.517% |
27/03/24 |
21.160% |
16392.84 |
21.828% |
21.790% |
-0.630% |
21.790% |
-0.630% |
28/03/24 |
20.370% |
16541.42 |
22.016% |
22.027% |
-1.657% |
27.816% |
-7.446% |
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國企指數期權引伸波幅分析 |
日期 |
國指波幅指數 |
國企指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
28/02/24 |
29.760% |
5688.46 |
26.763% |
27.420% |
+2.340% |
27.420% |
+2.340% |
29/02/24 |
28.720% |
5677.88 |
25.707% |
26.344% |
+2.376% |
32.186% |
-3.466% |
01/03/24 |
28.950% |
5728.84 |
25.411% |
25.980% |
+2.970% |
31.529% |
-2.579% |
04/03/24 |
29.680% |
5712.83 |
25.312% |
25.801% |
+3.879% |
30.675% |
-0.995% |
05/03/24 |
29.730% |
5562.73 |
27.482% |
26.135% |
+3.595% |
30.858% |
-1.128% |
06/03/24 |
28.850% |
5672.97 |
28.030% |
26.388% |
+2.462% |
30.940% |
-2.090% |
07/03/24 |
28.360% |
5613.83 |
22.520% |
25.751% |
+2.609% |
29.981% |
-1.621% |
08/03/24 |
27.480% |
5656.72 |
22.341% |
25.137% |
+2.343% |
29.060% |
-1.580% |
11/03/24 |
27.500% |
5748.89 |
22.506% |
24.576% |
+2.924% |
27.806% |
-0.306% |
12/03/24 |
28.280% |
5949.52 |
24.570% |
23.993% |
+4.287% |
26.949% |
+1.331% |
13/03/24 |
27.760% |
5932.46 |
24.092% |
23.206% |
+4.554% |
25.874% |
+1.886% |
14/03/24 |
26.930% |
5906.88 |
24.254% |
23.553% |
+3.377% |
26.068% |
+0.862% |
15/03/24 |
26.460% |
5820.50 |
23.607% |
23.806% |
+2.654% |
26.152% |
+0.308% |
18/03/24 |
26.130% |
5848.15 |
22.868% |
23.878% |
+2.252% |
25.643% |
+0.487% |
19/03/24 |
25.550% |
5780.21 |
23.400% |
23.644% |
+1.906% |
25.198% |
+0.352% |
20/03/24 |
25.040% |
5803.99 |
22.688% |
23.363% |
+1.677% |
24.707% |
+0.333% |
21/03/24 |
24.790% |
5905.27 |
22.812% |
23.075% |
+1.715% |
24.212% |
+0.578% |
22/03/24 |
24.550% |
5757.67 |
24.544% |
23.262% |
+1.288% |
24.218% |
+0.332% |
25/03/24 |
24.380% |
5754.65 |
24.304% |
23.550% |
+0.830% |
23.936% |
+0.444% |
26/03/24 |
24.120% |
5825.42 |
24.399% |
23.749% |
+0.371% |
23.944% |
+0.176% |
27/03/24 |
24.460% |
5728.13 |
23.752% |
23.962% |
+0.498% |
23.962% |
+0.498% |
28/03/24 |
23.960% |
5810.79 |
24.140% |
24.228% |
-0.268% |
30.596% |
-6.636% |
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